Approximations of a complex Brownian motion by processes constructed from a Lévy process

DOI10.1007/s00009-014-0472-4zbMath1333.60060arXiv1308.5854OpenAlexW2013294713MaRDI QIDQ5964398

Xavier Bardina, Carles Rovira

Publication date: 29 February 2016

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.5854

zbMATH Keywords

Lévy processapproximation in lawcomplex Brownian motion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Approximation of the Rosenblatt sheet ⋮ Approximation to two independent Gaussian processes from a unique Lévy process and applications ⋮ Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs ⋮ Weak convergence of the complex fractional Brownian motion ⋮ Approximation of fractional Brownian sheet by Wiener integral ⋮ The complex Brownian motion as a strong limit of processes constructed from a Poisson process

Cites Work

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• Weak convergence for the stochastic heat equation driven by Gaussian white noise
• On the convergence to the multiple Wiener-Itô integral
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• A stochastic model related to the telegrapher's equation
• A \(d\)-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process
• Weak approximation of a fractional SDE

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